It helps to think of bases first. Consider the Euclidean space $\mathbb{R}^{n}$,
spanned by $\{x_{1},\dots,x_{n}\}$. The standard basis for this space
is $\left(\begin{matrix}1\\
0\\
\vdots\\
0
\end{matrix}\right),\left(\begin{matrix}0\\
1\\
\vdots\\
0
\end{matrix}\right),\dots,\left(\begin{matrix}0\\
\vdots\\
0\\
1
\end{matrix}\right)$, but you can use any set of vectors (though using this standard basis
makes it a little bit easier to understand what is happening). A matrix
(or linear transformation $A$) provides the directions, so to speak,
of how to map these vectors into your new space $\mathbb{R}^{m}$.
Let $A=\left(A(x_{1})|\cdots|A(x_{n})\right)$. The column $A_{i}$
provides the vector that $x_{i}$ maps onto under the transformation
of $A$. For now, don't think so much about the coefficients. Think
more about the columns. For example the matrix
$$
A=\left(x_{1},0\dots,0\right)
$$
maps the $x_{1}$ onto $x_{1}$ and annihilates the other $x_{j}$.
Now if we consider any vector, $X$, we can write it in terms of the
basis vectors of $\mathbb{R}^{n}$, as $X=\sum_{i=1}^{n}c_{i}x_{i}$,
and we can see what $A$ does to it. Simply take $AX=A\sum_{i=1}^{n}c_{i}x_{i}=\sum_{i=1}^{n}c_{i}Ax_{i}=\sum_{i=1}^{n}c_{i}A_{i}$
by linearity, where $A_{i}$ is the $i^{th}$ column of $A$. Thus
we can see that $A$, in this case, extracts the first coordinate
of $X$ and multiplies it by $x_{1}$. We can consider more complicated
examples
$$
A=\left(x_{2},x_{1},0,\dots,0\right)
$$
In this example, $A$ sends the first basis vector to the second basis
vector, and the second basis vector to the first basis vector. So
we have $AX=c_{1}x_{2}+c_{2}x_{1}$.
Now we can consider matrices $A$ that are spanned by linear combinations
of the $x_{1}$. For example
$$
A=\left(x_{1}+x_{2},0,\dots,0\right)
$$
sends $x_{1}$ to $x_{1}+x_{2}$. i.e. we would have $AX=c_{1}(x_{1}+x_{2})+0$.
Many of the transformations we have can be thought of in the same
way.
Consider rotation matrices. Rotation matrices send basis vectors $x_{1},\dots,x_{n}$
to a new set of basis vectors that have been rotated by some set of
angles $\{\theta,\phi_{1},\dots,\phi_{n-1}\}$. Using what we have
seen above, we can find what the matrix does to any vector $X=\sum_{i=1}^{n}c_{i}x_{i}$.
Hope this helps!